11.80Open11.00Pre Close2 Volume233 Open Interest155.00Strike Price2.38KTurnover32.62%IV0.90%PremiumDec 20, 2024Expiry Date10.51Intrinsic Value100Multiplier28DDays to Expiry1.49Extrinsic Value100Contract SizeAmericanOptions Type0.7915Delta0.0193Gamma12.88Leverage Ratio-0.0915Theta0.0897Rho10.19Eff Leverage0.1308Vega